Anic Equity

'#---------------------------------------------------------#'

Total return since start: 0.562 %

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47719.72 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46324.8 Kr

PnL: ---------------------------------------> -563.77 Kr

DD now: ---------------------------------> -1.872 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 16:11:35.207800'

Anic Portfolio

Today

Return: 0.857 %

This Week

Return: 0.392 %

Total

Return: 56.222 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	3.200000	3182.400000	211.400000	7.120000	2971.000006
HEBA B	70	0.770000	2754.500000	118.500000	4.500000	2636.000010
SAAB B	8	0.510000	3444.000000	67.000000	1.980000	3377.000000
FM Mattsson Mora Group B	50	-1.320000	2990.000000	63.000000	2.150000	2927.000000
AcadeMedia	12	2.320000	592.800000	35.800000	6.430000	557.000004
Corem Property Group B	59	-0.290000	609.470000	32.470000	5.630000	576.999999
Resurs Holding	22	4.660000	603.240000	29.240000	5.090000	573.999998
Samhällsbyggnadsbo. i Norden B	20	1.320000	383.200000	28.200000	7.940000	355.000000
MedCap	2	1.140000	445.000000	24.000000	5.700000	421.000000
Norva24 Group	16	-3.060000	558.400000	15.400000	2.840000	543.000000
Boozt	12	2.730000	1669.200000	15.200000	0.920000	1653.999996
OEM International B	7	1.040000	541.800000	13.800000	2.610000	527.999997
Fastighetsbolag. Emilshus Pref	21	1.860000	575.400000	13.400000	2.380000	562.000005
HMS Networks	2	-0.230000	684.800000	11.800000	1.750000	673.000000
Intrum	4	0.340000	538.000000	11.000000	2.090000	527.000000
Eastnine	4	-2.200000	498.400000	7.400000	1.510000	491.000000
Swedbank A	3	0.850000	567.750000	3.750000	0.660000	564.000000
Essity B	2	0.910000	576.400000	2.400000	0.420000	574.000000
Essity A	4	0.000000	1150.000000	1.000000	0.090000	1149.000000
Sampo Oyj SDB	7	1.660000	3850.000000	0.000000	0.000000	3850.000000
Coor Service Management Hold.	8	0.380000	532.000000	0.000000	0.000000	532.000000
Creaspac SPAC	6	0.000000	575.400000	-1.600000	-0.280000	577.000002
Handelsbanken A	5	0.510000	543.000000	-3.000000	-0.550000	546.000000
Samhällsbyggnadsbo. i Norden D	12	0.000000	242.160000	-3.840000	-1.560000	246.000000
Securitas B	6	0.190000	564.840000	-5.160000	-0.910000	570.000000
CTEK	13	1.660000	525.980000	-8.020000	-1.500000	533.999999
Karnov Group	9	1.570000	525.600000	-10.400000	-1.940000	536.000004
Nordea Bank Abp	29	0.610000	3441.720000	-12.280000	-0.360000	3453.999992
Midsona B	63	1.720000	557.550000	-25.450000	-4.370000	582.999984
International Petroleum Corp.	5	1.210000	545.000000	-49.570000	-8.340000	594.565215
Vivesto	1368	0.000000	558.690000	-54.310000	-8.860000	612.999432
Axfood	13	0.360000	3654.300000	-101.700000	-2.710000	3756.000001
OX2	18	1.830000	1452.600000	-211.400000	-12.700000	1663.999992
Fasadgruppen Group	35	2.560000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	0.000000	2891.200000	-470.800000	-14.000000	3361.999992
TOTAL			46324.800000	-563.770000	-1.87163%	46888.564618

Updated:

'2023-01-20 16:11:48.064623'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.